AEX-Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:16.90% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0000 | 0.00 | |
| 0.8321 | 220.67 | |
| 0.1833 | 43.05 | |
| 0.0083 | 4.10 | |
| 0.0443 | 3.85 | |
| 0.9488 | 71.28 |
Estimation Period:
Jan 1, 1990 to Mar 6, 2026
Jan 1, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices